Algorithmic Trading on an Artificial Stock Market.
Daniel ParaschivSrinivas RaghavendraLaurentiu VasiliuPublished in: IDC (2008)
Keyphrases
- stock market
- trading rules
- stock exchange
- stock data
- financial markets
- trading strategies
- trading systems
- stock trading
- foreign exchange
- trading signals
- stock price
- stock index
- technical indicators
- short term
- financial data
- financial time series
- market data
- stock index futures
- stock returns
- stock market data
- listed companies
- investment strategies
- portfolio optimization
- garch model
- trading agents
- transaction costs
- financial information
- early warning
- financial news
- long term
- portfolio selection
- chinese stock market
- exchange rate
- electronic commerce